+183.9%
FLEX vs EWT
+485.8%
-301.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -1.8% |
| 7D | -13.6% | -3.7% | -10.0% | -10.1% |
| 30D | -36.5% | -17.2% | -19.3% | -24.2% |
| 3M | -36.4% | -7.3% | -29.1% | -30.8% |
| 6M | -46.5% | -1.5% | -45.0% | -44.3% |
| YTD | +25.9% | +49.0% | -23.1% | -6.6% |
| 1Y | +19.6% | +50.6% | -31.1% | -11.9% |
| 3Y | +287.0% | +148.9% | +138.1% | +89.2% |
| 5Y | +466.6% | +116.1% | +350.5% | +212.1% |
| 10Y | +626.9% | +427.8% | +199.1% | +102.5% |
| All | +183.9% | +485.8% | -301.9% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling